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Steve,
I understand your comments, but there is a more tough question: If we
make a 10 or 20-year study and it is consistent to some basic
principles of the indicator and it is , hopefully, profitable, shall
we expect a repetition of the 20-year scenario ?
The 20-year study may be VERY attractive to force us think in this
way. Is it correct? I really doubt.
Anyway, i will temporarily forget these hesitations and give some
long-term descriptions, just for the dialogue. Give me some more time
for the examples.
DT
> Dimitris,
>
> We have visited this area before. The D-Ratio indicator falls
apart once
> taken out of the last few years of bearish conditions. See the
attached
> chart where D_Ratio for ^VLIC took us out of the ^NDX in mid
November 1998
> at ~1460, and kept us on the sidelines as the ^NDX went to ~4700.
>
> I know you don't keep data back before 2000, but you should in my
> opinion - unless you are sure that the coming year will be like
2000-2002
> and not like 1997-1999! Even if you do not backtest on 1997-1999
data, you
> should be prepared to observe the behaviour of your excellent
indicators
> during that period.
>
> Steve
>
>
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